"Associative Array is indeed one of the many possibilities for saving/loading. But none of those will make it save/load automatically : if you want something saved you'll have to create an action to save it yourself and same for loading.
For example if you need to save character's name, position and gold you'll have something like this :
On User pushed button "Save" :
+Set "name" to string Global String 1
+Set "xPos" to value X("Active1");
+Set "yPos" to value Y("Active1");
+Set "gold" to value Gold("Active1");
And you'll have to load all this. The method will be quite similar using INI, INI+, XML, AssArray, any database, any array... Or any data extension able to load/save files.
EDIT : Of course things are harder if you have to save many many things, like monsters, inventory and such. If you need to save such informations you'll haveto be more careful ofthe way you design your saving/loading process"